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Exact distributions of constrained (k, ℓ) strings of failures between subsequent successes

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  • Frosso Makri
  • Zaharias Psillakis

Abstract

Consider a sequence of binary (success–failure) random variables (RVs) ordered on a line. The number of strings with a constrained number of consecutive failures between two subsequent successes is studied under an overlapping enumeration scheme. The respective waiting time is examined as well. The study is first developed on sequences of independent and identically distributed RVs. It is extended then on sequences of dependent, exchangeability and Markovian dependency is considered, and independent, not necessarily identically distributed, RVs. Exact probabilities and moments are obtained by means of combinatorial analysis and via recursive schemes. An explicit expression of the mean value of the number of strings for both independent and dependent sequences is derived. An application in system reliability is provided. Copyright Springer-Verlag 2013

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  • Frosso Makri & Zaharias Psillakis, 2013. "Exact distributions of constrained (k, ℓ) strings of failures between subsequent successes," Statistical Papers, Springer, vol. 54(3), pages 783-806, August.
    • Handle: RePEc:spr:stpapr:v:54:y:2013:i:3:p:783-806
    DOI: 10.1007/s00362-012-0462-1
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    References listed on IDEAS

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    9. Demetrios Antzoulakos & Stathis Chadjiconstantinidis, 2001. "Distributions of Numbers of Success Runs of Fixed Length in Markov Dependent Trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 599-619, September.
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    Cited by:

    1. Spiros D. Dafnis & Frosso S. Makri, 2022. "Weak runs in sequences of binary trials," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(5), pages 573-603, July.
    2. G. Nuel, 2019. "Moments of the Count of a Regular Expression in a Heterogeneous Random Sequence," Methodology and Computing in Applied Probability, Springer, vol. 21(3), pages 875-887, September.
    3. Spiros D. Dafnis & Frosso S. Makri & Markos V. Koutras, 2021. "Generalizations of Runs and Patterns Distributions for Sequences of Binary Trials," Methodology and Computing in Applied Probability, Springer, vol. 23(1), pages 165-185, March.
    4. F.S. Makri & Z.M. Psillakis, 2017. "On Limited Length Binary Strings with an Application in Statistical Control," The Open Statistics and Probability Journal, Bentham Open, vol. 8(1), pages 1-6, February.
    5. Arapis, Anastasios N. & Makri, Frosso S. & Psillakis, Zaharias M., 2016. "On the length and the position of the minimum sequence containing all runs of ones in a Markovian binary sequence," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 45-54.
    6. Fatih Tank & Serkan Eryilmaz, 2015. "The distributions of sum, minima and maxima of generalized geometric random variables," Statistical Papers, Springer, vol. 56(4), pages 1191-1203, November.
    7. Makri, Frosso S. & Psillakis, Zaharias M. & Arapis, Anastasios N., 2015. "Length of the minimum sequence containing repeats of success runs," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 28-37.

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